For those who prefer video guides, here are some excellent ones by ETA Prime:
You can check out which devices Batocera supports running on at the supported devices page!
Generic instructions for most platforms are as follows:

Some browsers like Chrome/Opera/Safari may take the liberty to unzip the file by themselves and poorly rename them. If the file is more than 4 GB, it is already unzipped. If your download fails, use another browser. Yes, Chrome sucks, that's a fact, use another browser.
Windows may offer to format the drive thinking it is a new device, cancel this request otherwise Batocera will be wiped out.

At this point, the drive contains a BATOCERA boot partition (files differ depending on architectures). This partition will be smaller than the total size of the drive, don't worry as this is just Batocera's boot partition!
The drive also contains a SHARE partition which will be expanded the first time the drive is booted, to consume any unallocated space, and which is not normally visible to Windows.
[F10], [F11] or [F12] and select the Batocera drive. UEFI is preferred if available, but not necessary. 
If instead another blue screen appears saying verification failed this means you are in secure boot mode and have not enrolled Batocera's keys yet. Press Enter and follow the on-screen prompts to do so, for further info refer to the the secure boot page.

Be sure to check out how to add game ROMs/BIOS files required for certain emulators. Batocera's front-end is driven by a modified version of EmulationStation (sometimes referred to as ES). Check out its overview page to learn how to navigate it!
If your Nvidia GPU is not detected, you may want to manually activate the official drivers for it to increase its performance, but Batocera can run fine using the default nouvaeu drivers if that isn't working for your machine.
Don't panic. the imager will usually explain what went wrong in its error message, so be sure to read that completely.
If using Balena Etcher to flash Batocera, and it does not state what went wrong, it's likely because of an ancient bug in Windows that prevents it from seeing multiple partitions on any USB drive. This can be fixed easily by reformatting the entire drive to NTFS and then trying again. In case Windows' own tools fail to do this, there are command prompt instructions below to forcefully wipe the drive. Yes, this is as dangerous as it sounds.
Before troubleshooting, check if Batocera has actually booted first! Batocera has booted if:
If this is the case and you only see a blank screen, it is instead a display issue.
Batocera should boot fine with UEFI, if that option appears you should select that. However, sometimes Legacy (or MBR as it's sometimes referred to) is the only option, depending on the motherboard.
Since there's no consistency between motherboard manufacturers, no step-by-step instructions can be provided. You can refer to University of Wisconsin Division of Information Technology's knowledge base page for your particular manufacturer's board on how to enter the BIOS settings on various motherboards during boot. Typical keys are [F12], [F11], [F10], [Del] or [End]. Typical keys for entering the boot selection screen are [F12], [F11], [F10], [F9] or [Del]. Some keyboards may require holding down the [Fn] key too. The manual that came with your motherboard can provide further clues, or you can try exploring all the sub-menus of the BIOS yourself.
To access the BIOS settings from Windows, hold the [Shift] key while selecting Restart and go to Troubleshoot → Advanced Options: UEFI Firmware Settings. Alternatively, go to Settings → Change PC settings → Update and Recovery → Recovery → Advanced Startup: Restart now, and then upon restarting go to Troubleshoot → Advanced Options: UEFI Firmware Settings.
Here are other known aliases BIOS's may use for various settings and what they may need to be set to:
EFI/boot/bootx64.efi from the Batocera boot drive. This can be avoided entirely by switching secure boot off.If you'd like to see a real-world example, check out this external link: https://www.tenforums.com/tutorials/85279-enable-disable-secure-boot-windows-10-pc.html
If attempting to run Batocera on a computer that ordinarily runs Windows, you may have to also disable these settings:
Laptops typically have more restrictions on what they will load compared to tower PC motherboards. Google is your friend here.
If all else fails, refer to the boot section on the troubleshooting page for more things to try and console output.
[CMD] ([Win] on ASCII keyboards)+[R]Utilities » Startup Security Utility, and enter you admin account password again.No Security and Allowed Boot Media to Allow booting from external or removable mode.
To access the boot selection screen on Mac, hold the [Option] ([Alt] on ASCII keyboards) key while booting.
Some keyboards may require you to hold the [Fn] key as well!
If you hold down the [Ctrl] key on this screen, the arrow will change to a circular one;
This indicates that your machine will default to booting from this device. Hold [Ctrl]+[Return] ([Enter] on ASCII keyboards) to confirm.
On Macbooks especially, some hardware such as the touchpad or keyboard may not be supported under Linux. Fortunately, Batocera is functional with a controller alone.
Perhaps you'd like to spread the love and install Batocera onto a machine from an already set-up USB stick? Or maybe you just want to install Batocera directly to your hard-drive. Or maybe you want to prank someone. This is for that.
When Batocera is installed onto your computer's internal hard-drive this way, all existing data (including your currently functional operating system) will be overwritten. There is a chance your motherboard may not be able to boot Batocera from the internal drive, in comparison to booting from USB. Have an additional computer on-hand to be able to recover in case this process fails.
If you would simply like to use your large hard-drive to store all of your ROMs/BIOS's/saves, refer to using external storage instead.
This method is identical to flashing the Batocera image using Etcher. If you have the expertise and tools required, you should instead connect your drive directly to a running computer and flash Batocera using Etcher, so as to save downloading the image from the servers again. The instructions below are for if you cannot do that.
Batocera does not install itself by copying system files over from the USB/SD card like other live distros might. It has to download, extract and install the image as a whole.
[START] to open the MAIN MENU. 



Depending on your internet connection, it may take a while to download and install. You cannot use your Batocera system while this is happening.
If you need to install a specific version of Batocera onto your internal drive, and you have no way of just plugging that drive into another computer to flash the version you want onto it, you can always install the latest Batocera and manually downgrade.
A few things you can try:
bootx64.efi file. This may involve going into a specific EFI boot-order submenu. As above, every motherboard is unique in this regard.If you're still having trouble, ensure you've also tried the above troubleshooting section or the boot section on the troubleshooting page. If it still fails, revert to booting from USB.
It's actually not possible for Etcher or any flashing tool to do that. However it could be that the drive itself was dying and in the attempt of writing data to it one of its cells started to fail (time for a replacement). Refer to Etcher's article on the topic for more information, and how to possibly “save” a drive. These methods can also be used to “be able to use my USB again” after flashing Batocera.
Be very careful to select the right drive here. It is possible to accidentally wipe your Windows drive instead.
In essence, on Windows run the following from the command prompt (where # is the number of the desired disk):
diskpart list disk select disk # clean create partition primary select partition 1 format quick